+50.1%
MSFT vs LYB
-23.1%
+73.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +0.8% | +2.5% | -1.6% | +0.6% |
| 3M | +27.2% | +1.4% | +25.8% | +26.9% |
| 6M | +22.9% | -3.5% | +26.4% | +22.2% |
| YTD | +3.1% | +52.0% | -48.9% | -2.8% |
| 1Y | -0.3% | +22.1% | -22.3% | -2.9% |
| 3Y | +50.1% | -22.8% | +72.9% | +51.4% |
| All | +50.1% | -23.1% | +73.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling